Anic Equity

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Total return since start: 0.562 %

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Equity now: -----------------------------> 47719.02 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46324.1 Kr

PnL: ---------------------------------------> -564.47 Kr

DD now: ---------------------------------> -1.873 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 10:00:33.056591'

Anic Portfolio

Today

Return: 0.856 %

This Week

Return: 0.39 %

Total

Return: 56.22 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	3.370000	3187.600000	216.600000	7.290000	2971.000006
HEBA B	70	-0.510000	2719.500000	83.500000	3.170000	2636.000010
FM Mattsson Mora Group B	50	-0.990000	3000.000000	73.000000	2.490000	2927.000000
SAAB B	8	0.510000	3444.000000	67.000000	1.980000	3377.000000
Corem Property Group B	59	2.610000	627.170000	50.170000	8.690000	576.999999
Norva24 Group	16	-0.390000	573.760000	30.760000	5.660000	543.000000
Samhällsbyggnadsbo. i Norden B	20	1.270000	383.000000	28.000000	7.890000	355.000000
AcadeMedia	12	0.250000	580.800000	23.800000	4.270000	557.000004
Resurs Holding	22	3.660000	597.520000	23.520000	4.100000	573.999998
HMS Networks	2	1.110000	694.000000	21.000000	3.120000	673.000000
MedCap	2	0.000000	440.000000	19.000000	4.510000	421.000000
OEM International B	7	1.830000	546.000000	18.000000	3.410000	527.999997
Sampo Oyj SDB	7	2.030000	3864.000000	14.000000	0.360000	3850.000000
Eastnine	4	-1.100000	504.000000	13.000000	2.650000	491.000000
Intrum	4	-0.070000	535.800000	8.800000	1.670000	527.000000
Swedbank A	3	1.520000	571.500000	7.500000	1.330000	564.000000
Coor Service Management Hold.	8	1.580000	538.400000	6.400000	1.200000	532.000000
Essity A	4	0.350000	1154.000000	5.000000	0.440000	1149.000000
Fastighetsbolag. Emilshus Pref	21	0.000000	564.900000	2.900000	0.520000	562.000005
Essity B	2	0.950000	576.600000	2.600000	0.450000	574.000000
Nordea Bank Abp	29	1.030000	3456.220000	2.220000	0.060000	3453.999992
Creaspac SPAC	6	0.420000	577.800000	0.800000	0.140000	577.000002
Handelsbanken A	5	1.110000	546.250000	0.250000	0.050000	546.000000
Boozt	12	1.700000	1652.400000	-1.600000	-0.100000	1653.999996
Samhällsbyggnadsbo. i Norden D	12	0.500000	243.360000	-2.640000	-1.070000	246.000000
Securitas B	6	0.110000	564.360000	-5.640000	-0.990000	570.000000
CTEK	13	2.010000	527.800000	-6.200000	-1.160000	533.999999
Karnov Group	9	0.350000	519.300000	-16.700000	-3.120000	536.000004
Midsona B	63	2.180000	560.070000	-22.930000	-3.930000	582.999984
Vivesto	1368	0.200000	559.790000	-53.210000	-8.680000	612.999432
International Petroleum Corp.	5	0.460000	541.000000	-53.570000	-9.010000	594.565215
Axfood	13	0.710000	3667.300000	-88.700000	-2.360000	3756.000001
OX2	18	1.890000	1453.500000	-210.500000	-12.650000	1663.999992
Fasadgruppen Group	35	0.510000	3430.000000	-381.000000	-10.000000	3810.999990
Ovzon	52	1.080000	2922.400000	-439.600000	-13.080000	3361.999992
TOTAL			46324.100000	-564.470000	-1.87307%	46888.564618

Updated:

'2023-01-20 10:00:45.688661'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.